V-Lab: Dream Office Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dream Office Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:42.02% (-1.83%)

Analysis last updated: Friday, December 12, 2025 at 12:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1718	6.11
$α$	0.2415	9.12
$β$	0.6457	21.31
$γ_{1}$	0.0878	1.67
$γ_{2}$	-0.1631	-1.91
$γ_{3}$	0.2345	4.50
$γ_{4}$	-0.3179	-7.73
$γ_{5}$	0.3146	5.78
$γ_{6}$	-0.2672	-4.23
$γ_{7}$	0.2217	3.79
$γ_{8}$	-0.1794	-5.00

Estimation Period:
Dec 4, 1995 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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